Please provide explanation

(a) Suppose you create an equally weighted portfolio (holding weights 1/2) of 2 independent stocks (Cov (i,j)=0). What is the portfolio variance? (b) Suppose you create an equally weighted portfolio (holding weights 1/3) of 3 independent stocks (Cov (i,j)=0 for all i and j). What is the portfolio variance? (c) Suppose you create an equally weighted portfolio (holding weights 1/4) of 4 independent stocks (Cov (i,j)=0 for all i and j). What is the portfolio variance? (d) Generalize your results.